+36.9%
DD vs PTC
-38.1%
+75.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.3% |
| 7D | -0.6% | -12.8% | +12.2% | -0.8% |
| 30D | -7.4% | -9.8% | +2.4% | -7.6% |
| 3M | -6.4% | -2.1% | -4.4% | -6.4% |
| 6M | -2.5% | -18.1% | +15.6% | +0.4% |
| YTD | +10.2% | -23.5% | +33.7% | +16.0% |
| 1Y | +36.9% | -37.4% | +74.3% | +60.1% |
| All | +36.9% | -38.1% | +75.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling